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FDIU.L vs. KROG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDIU.L vs. KROG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dow Jones International Internet ETF Class A USD (FDIU.L) and Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FDIU.L is traded in USD, while KROG.L is traded in GBP. To make them comparable, the KROG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FDIU.L achieves a -19.05% return, which is significantly lower than KROG.L's 13.99% return.


FDIU.L

1D
-0.07%
1M
2.22%
6M
-21.37%
YTD
-19.05%
1Y
-16.12%
3Y*
5.16%
5Y*
-8.67%
10Y*

KROG.L

1D
0.00%
1M
0.61%
6M
6.61%
YTD
13.99%
1Y
9.67%
3Y*
-1.07%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDIU.L vs. KROG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
FDIU.L
First Trust Dow Jones International Internet ETF Class A USD
-19.05%26.13%22.61%2.44%-30.67%
KROG.L
Global X AgTech and Food Innovation UCITS ETF USD Accumulating
13.99%7.94%-8.44%-23.03%-23.72%

Correlation

The correlation between FDIU.L and KROG.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2022

0.45

Over the past year, the correlation between FDIU.L and KROG.L has dropped to 0.23 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

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Return for Risk

FDIU.L vs. KROG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FDIU.L
FDIU.L Risk / Return Rank: 55
Overall Rank
FDIU.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FDIU.L Sortino Ratio Rank: 44
Sortino Ratio Rank
FDIU.L Omega Ratio Rank: 44
Omega Ratio Rank
FDIU.L Calmar Ratio Rank: 66
Calmar Ratio Rank
FDIU.L Martin Ratio Rank: 66
Martin Ratio Rank

KROG.L
KROG.L Risk / Return Rank: 2222
Overall Rank
KROG.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
KROG.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
KROG.L Omega Ratio Rank: 2020
Omega Ratio Rank
KROG.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
KROG.L Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDIU.L vs. KROG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones International Internet ETF Class A USD (FDIU.L) and Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROG.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FDIU.LKROG.LDifference
Sharpe ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-1.82

Omega ratioGain probability vs. loss probability

0.90

1.11

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.44

0.90

-1.34

Martin ratioReturn relative to average drawdown

-0.78

1.86

-2.64

FDIU.L vs. KROG.L - Sharpe Ratio Comparison

The current FDIU.L Sharpe Ratio is -0.68, which is lower than the KROG.L Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of FDIU.L and KROG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FDIU.L vs. KROG.L - Drawdown Comparison

The maximum FDIU.L drawdown since its inception was -68.60%, which is greater than KROG.L's maximum drawdown of -53.14%. Use the drawdown chart below to compare losses from any high point for FDIU.L and KROG.L.


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Drawdown Indicators


FDIU.LKROG.LDifference

Max Drawdown

Largest peak-to-trough decline

-68.60%

-53.14%

-15.46%

Max Drawdown (1Y)

Largest decline over 1 year

-37.26%

-10.76%

-26.50%

Max Drawdown (3Y)

Largest decline over 3 years

-37.26%

-29.25%

-8.01%

Max Drawdown (5Y)

Largest decline over 5 years

-64.29%

Current Drawdown

Current decline from peak

-44.81%

-38.17%

-6.64%

Average Drawdown

Average peak-to-trough decline

-42.60%

-36.99%

-5.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.89%

5.20%

+15.69%

Volatility

FDIU.L vs. KROG.L - Volatility Comparison

First Trust Dow Jones International Internet ETF Class A USD (FDIU.L) has a higher volatility of 6.43% compared to Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROG.L) at 3.96%. This indicates that FDIU.L's price experiences larger fluctuations and is considered to be riskier than KROG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDIU.LKROG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

3.96%

+2.47%

Volatility (6M)

Calculated over the trailing 6-month period

19.36%

13.03%

+6.33%

Volatility (1Y)

Calculated over the trailing 1-year period

23.99%

16.42%

+7.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.32%

21.10%

+12.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.95%

21.10%

+11.85%

Dividends

FDIU.L vs. KROG.L - Dividend Comparison

Neither FDIU.L nor KROG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FDIU.L and KROG.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDIU.L tracks First Trust Dow Jones International Internet ETF Class A USD, while KROG.L tracks MSCI World/Information Tech NR USD. They also come from different issuers: First Trust and Global X.

Portfolio Optimizer

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